First step?

I just purchased my first BMW (former A4 3.2 driver), a 335i sedan, and I am LOVING it so far! Any recommendations on the first mod? I'm thinking of starting on the intake side, but thought I would ask the experts first. Thanks in advance!

Unless you just like throwing money at a car for random modifications - you might want to make some decisions about what you want to accomplish, and then formulate a plan to achieve your goals. There's probably literally thousands of ways you can modify the car. If you give the gang here an idea of what you want to do, then it will be easier to suggest appropriate mods to meet your goals.

Congratulations and welcome! As mentioned above, I would drive the bejesus out of it and decide what needed attention first. If everything works to your liking, and you are not going to use it at driving school, then you may want the first mod to be a clear title if you haven't already done that.

As a side, Beverly traded in a 1999 A4 for her M3. Reason? "The Audi had a great interior, was reliable, but had no soul"

Thanks for the input! I'm still so enamored by the car, it's power and handling. Even at stock it's up 45 hp on the A4, and even though the Audi had the sport suspension there's no comparison.

I'm defintely looking at bang for the buck, and reversible modifications. I don't want to upset the dealer should I have to take it in for any service issues. It seems BMW themselves offer a fair amount of suspension and power upgrades. I'm not looking for a track car, this one is my daily driver, but I'd still like her to be a bit above stock. Living in east Tennessee, there are no shortage of "fun" roads to explore!

Congrats on the new car! With this car there are many different ways to go, exhaust, intake, and ofcourse a performance ECU chip or upgrade. After speaking with numerous 335 owners the favorite upgrade would be a performance ECU upgrade. Some can take your car from the stock 300hp/300tq all the way to 398hp/429tq (Dinan stage 3). I highly recommend researching these mods before jumping in, there is alot of speculation that pushing these small turbos that hard may have consequences and if a tune is the cause of any engine mishap your warranty will not cover the damage.